+777.0%
FIX vs ALL
+150.1%
+626.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.3% | +1.7% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | -7.2% | -1.5% | -5.8% | -7.3% |
| 3M | -15.9% | +23.6% | -39.5% | -15.4% |
| 6M | +12.7% | +22.3% | -9.6% | +13.5% |
| YTD | +72.8% | +26.5% | +46.3% | +73.3% |
| 1Y | +122.9% | +27.0% | +95.9% | +123.4% |
| All | +777.0% | +150.1% | +626.9% | +799.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling